+94.1%
CRH vs EXE
+97.7%
-3.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.3% |
| 7D | -6.1% | -3.1% | -2.9% | -5.7% |
| 30D | -9.3% | -0.9% | -8.4% | -9.2% |
| 3M | -15.2% | +9.6% | -24.7% | -16.3% |
| 6M | -14.2% | -11.6% | -2.6% | -13.0% |
| YTD | -28.3% | -12.6% | -15.7% | -27.3% |
| 1Y | -21.8% | +1.2% | -23.0% | -23.0% |
| 3Y | +71.6% | +18.0% | +53.6% | +63.1% |
| All | +94.1% | +97.7% | -3.6% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling